+533.2%
XYZ vs MTSI
+719.2%
-186.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -2.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.6% |
| 30D | -1.7% | +2.1% | -3.8% | -4.4% |
| 3M | +16.7% | -29.7% | +46.5% | +29.4% |
| 6M | +26.9% | +12.5% | +14.3% | +12.1% |
| YTD | +27.1% | +57.0% | -29.9% | -4.6% |
| 1Y | +9.3% | +103.9% | -94.7% | -28.3% |
| 3Y | +42.3% | +223.6% | -181.3% | -27.5% |
| 5Y | -69.3% | +321.6% | -390.9% | -85.7% |
| 10Y | +586.8% | +517.7% | +69.1% | +126.9% |
| All | +533.2% | +719.2% | -186.0% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling